+9,728.0%
UNP vs STT
+6,635.6%
+3,092.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | 0.0% |
| 7D | -2.1% | +0.4% | -2.5% | -2.2% |
| 30D | +7.3% | -0.4% | +7.7% | +7.3% |
| 3M | +3.6% | -6.5% | +10.1% | +5.6% |
| 6M | +15.8% | +17.2% | -1.3% | +9.9% |
| YTD | +32.6% | +38.2% | -5.6% | +19.2% |
| 1Y | +37.2% | +49.3% | -12.1% | +20.4% |
| 3Y | +52.6% | +181.9% | -129.3% | +9.4% |
| 5Y | +40.6% | +106.9% | -66.4% | +7.7% |
| 10Y | +288.4% | +203.1% | +85.3% | +156.4% |
| All | +9,728.0% | +6,635.6% | +3,092.4% | +2,637.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling